European Central Bank: End-September 2024
- Official reserve assets and other foreign currency assets
- Predetermined short-term net drains on foreign currency assets
- Contingent short-term net drains on foreign currency assets
- Memo items
First release: 15 October 2024. Updated: 15 November 2024
I. Official reserve assets and other foreign currency assets (approximate market value, EUR millions)
A. Official reserve assets | 92,806 |
1. Foreign currency reserves (in convertible foreign currencies) | 50,732 |
(1a) Securities | 42,926 |
of which: issuer headquartered in the euro area | ... |
(1b) total currency and deposits with: | 7,806 |
(i) other national central banks, BIS and IMF | 7,171 |
(ii) banks headquartered in the euro area and located abroad | ... |
(iii) banks headquartered and located outside the euro area | 635 |
2. IMF reserve position | ... |
3. SDRs | 2,144 |
4. Gold (including gold deposits and gold swapped) | 38,427 |
—volume in millions of fine troy ounces | 16.285 |
5. Other reserve assets | 1,503 |
—financial derivatives | -13 |
—loans to nonbank nonresidents | 1,516 |
—other | ... |
B. Other foreign currency assets | -74 |
—securities not included in official reserve assets | ... |
—deposits not included in official reserve assets | 4 |
—loans not included in official reserve assets | ... |
—financial derivatives not included in official reserve assets | -78 |
—gold not included in official reserve assets | ... |
—other | ... |
Total | Maturity breakdown (residual maturity) | |||
|---|---|---|---|---|
Up to 1 month | More than 1 and up to 3 months | More than 3 months and up to 1 year | ||
1. Foreign currency loans, securities, and deposits | ... | ... | ... | ... |
—outflows (-) Principal | ... | ... | ... | ... |
—outflows (-) Interest | ... | ... | ... | ... |
—inflows (+) Principal | ... | ... | ... | ... |
—inflows (+) Interest | ... | ... | ... | ... |
2. Aggregate short and long positions in forwards and futures in foreign currencies vis-à-vis the domestic currency (including the forward leg of currency swaps) | -91 | -31 | -35 | -25 |
(2a) Short positions (-) | -2,429 | -678 | -854 | -897 |
(2b) Long positions (+) | 2,338 | 647 | 819 | 872 |
3. Other (specify) | ... | ... | ... | ... |
—outflows related to repos (-) | ... | ... | ... | ... |
—inflows related to reverse repos (+) | ... | ... | ... | ... |
—trade credit (-) | ... | ... | ... | ... |
—trade credit (+) | ... | ... | ... | ... |
—other accounts payable (-) | -313 | -313 | ... | ... |
—other accounts receivable (+) | 313 | 313 | ... | ... |
Total | Maturity breakdown (residual maturity) | |||
|---|---|---|---|---|
Up to 1 month | More than 1 and up to 3 months | More than 3 months and up to 1 year | ||
1. Contingent liabilities in foreign currency | ... | ... | ... | ... |
(1a) Collateral guarantees on debt falling due within 1 year | ... | ... | ... | ... |
(1b) Other contingent liabilities | ... | ... | ... | ... |
2. Foreign currency securities issued with embedded options (puttable bonds) | ... | ... | ... | ... |
3. Undrawn, unconditional credit lines | ... | ... | ... | ... |
3.1 Undrawn, unconditional credit lines provided by: | ... | ... | ... | ... |
(3_1a) other national monetary authorities, BIS, IMF, and other international organizations | ... | ... | ... | ... |
—other national monetary authorities (+) | ... | ... | ... | ... |
—BIS (+) | ... | ... | ... | ... |
—IMF (+) | ... | ... | ... | ... |
(3_1b) banks and other financial institutions headquartered in the reporting country (+) | ... | ... | ... | ... |
(3_1c) banks and other financial institutions headquartered outside the reporting country (+) | ... | ... | ... | ... |
3.2 Undrawn, unconditional credit lines provided to: | ... | ... | ... | ... |
(3_2a) other national monetary authorities, BIS, IMF, and other international organizations | ... | ... | ... | ... |
—other national monetary authorities (-) | ... | ... | ... | ... |
—BIS (-) | ... | ... | ... | ... |
—IMF (-) | ... | ... | ... | ... |
(3_2b) banks and other financial institutions headquartered in reporting country (- ) | ... | ... | ... | ... |
(3_2c) banks and other financial institutions headquartered outside the reporting country ( - ) | ... | ... | ... | ... |
4. Aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency | ... | ... | ... | ... |
(4a) Short positions | ... | ... | ... | ... |
(i) Bought puts | ... | ... | ... | ... |
(ii) Written calls | ... | ... | ... | ... |
(4b) Long positions | ... | ... | ... | ... |
(i) Bought calls | ... | ... | ... | ... |
(ii) Written puts | ... | ... | ... | ... |
PRO MEMORIA: In-the-money options | ... | ... | ... | ... |
(1) At current exchange rates | ... | ... | ... | ... |
(1a) Short position | ... | ... | ... | ... |
(1b) Long position | ... | ... | ... | ... |
(2) + 5 % (depreciation of 5%) | ... | ... | ... | ... |
(2a) Short position | ... | ... | ... | ... |
(2b) Long position | ... | ... | ... | ... |
(3) - 5 % (appreciation of 5%) | ... | ... | ... | ... |
(3a) Short position | ... | ... | ... | ... |
(3b) Long position | ... | ... | ... | ... |
(4) +10 % (depreciation of 10%) | ... | ... | ... | ... |
(4a) Short position | ... | ... | ... | ... |
(4b) Long position | ... | ... | ... | ... |
(5) - 10 % (appreciation of 10%) | ... | ... | ... | ... |
(5a) Short position | ... | ... | ... | ... |
(5b) Long position | ... | ... | ... | ... |
(6) Other (specify) | ... | ... | ... | ... |
(6a) Short position | ... | ... | ... | ... |
(6b) Long position | ... | ... | ... | ... |
1. Short-term domestic currency debt indexed to the exchange rate | ... |
2. Financial instruments denominated in foreign currency and settled by other means (e.g., in domestic currency) | ... |
—nonderivables forwards | ... |
—short positions | ... |
—long positions | ... |
—other instruments | ... |
3. Pledged assets | ... |
—included in reserve assets | ... |
—included in other foreign currency assets | ... |
4. Securities lent and on repo | 3,836 |
—lent or repoed and included in Section I | ... |
—lent or repoed but not included in Section I | ... |
—borrowed or acquired and included in Section I | ... |
—borrowed or acquired but not included in Section I | 3,836 |
5. Financial derivative assets (net, marked to market) | -91 |
—forwards | ... |
—futures | ... |
—swaps | -91 |
—options | ... |
—other | ... |
6. Derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year, which are subject to margin calls | ... |
—aggregate short and long positions in forwards and futures in foreign currencies vis-à-vis the domestic currency (including the forward leg of currency swaps) | ... |
(6a) short positions ( – ) | ... |
(6b) long positions (+) | ... |
—aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency | ... |
(6a) short positions | ... |
(i) bought puts | ... |
(ii) written calls | ... |
(6b) long positions | ... |
(i) bought calls | ... |
(ii) written puts | ... |
7. Currency composition of reserves | 92,806 |
—currencies in SDR basket (including IMF reserve positions, SDRs and gold holdings) | 92,806 |
—of which USD | ... |
—of which JPY | ... |
—currencies not in SDR basket | ... |
Conventions used in the tables: "..." nil or negligible. | |